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highest daily volume over custom date range

TraderRob

New member
Hello All. New member here and beginner thinkscript user.
Script for identifying highest daily volume over custom date range

I would like to create a basic scan that looks at the most recent "X" days volume (excluding current day) and comparing it to the daily high volume over the previous "Y" days/bars (excluding current day and most recent "X" number of days. Ultimate use is to create a scan based on price range, minimum volume, perhaps market cap and then meeting the criteria where the most recent X days daily volume are greater than the previous Y days highest day.

I've been able to use the basic Volume[] script to get previous days volume. See below.

def D1 = volume[1] ;
def D2 = volume[2] ;
def D3 = volume[3] ;

Then I suppose I need a way to find the previous daily high. In a somewhat human readable format: PreviousHigh = HighestDailyVolume between D4 through D180. I know this nowhere near actual thinkscript.

Once I have the PreviousHigh, let's call it PH, then I would like to add conditions where D1>PH and D2>PH and D3>PH.

All the scripts I've found that identify the PH use a length that include the current day...or the previous day at best. Below is the closest one I could find and somewhat (actually not really) understand. Hoping there is an easier way. Appreciate any insight more experienced users may have.

def IsDaily = GetAggregationPeriod() == AggregationPeriod.DAY ;
#def IsWeekly = GetAggregationPeriod() == AggregationPeriod.WEEK;
#def Ismonthly = GetAggregationPeriod() == AggregationPeriod.MONTH ;
def length = 4 ;
#else if IsWeekly then 52 else if Ismonthly then 12 else Double.NaN;

def LastBar = HighestAll(if IsNaN(close[-1]) and !IsNaN(close) then BarNumber() else Double.NaN);
def BarCD = LastBar - BarNumber() <= length;
def HighVol = HighestAll(if BarCD then volume else Double.NaN);
#def highvol = HighestAll(volume);
plot VolLine = if BarCD then HighVol else Double.NaN;

plot top = if volume == HighVol then volume else Double.NaN;
top.SetPaintingStrategy(PaintingStrategy.TRIANGLES);
top.SetDefaultColor(Color.WHITE);
top.SetLineWeight(5);
 
Last edited by a moderator:
Solution
Hello All. New member here and beginner thinkscript user.
Script for identifying highest daily volume over custom date range

I would like to create a basic scan that looks at the most recent "X" days volume (excluding current day) and comparing it to the daily high volume over the previous "Y" days/bars (excluding current day and most recent "X" number of days. Ultimate use is to create a scan based on price range, minimum volume, perhaps market cap and then meeting the criteria where the most recent X days daily volume are greater than the previous Y days highest day.

I've been able to use the basic Volume[] script to get previous days volume. See below.

def D1 = volume[1] ;
def D2 = volume[2] ;
def D3 = volume[3] ;

Then I...
Hello All. New member here and beginner thinkscript user.
Script for identifying highest daily volume over custom date range

I would like to create a basic scan that looks at the most recent "X" days volume (excluding current day) and comparing it to the daily high volume over the previous "Y" days/bars (excluding current day and most recent "X" number of days. Ultimate use is to create a scan based on price range, minimum volume, perhaps market cap and then meeting the criteria where the most recent X days daily volume are greater than the previous Y days highest day.

I've been able to use the basic Volume[] script to get previous days volume. See below.

def D1 = volume[1] ;
def D2 = volume[2] ;
def D3 = volume[3] ;

Then I suppose I need a way to find the previous daily high. In a somewhat human readable format: PreviousHigh = HighestDailyVolume between D4 through D180. I know this nowhere near actual thinkscript.

Once I have the PreviousHigh, let's call it PH, then I would like to add conditions where D1>PH and D2>PH and D3>PH.

All the scripts I've found that identify the PH use a length that include the current day...or the previous day at best. Below is the closest one I could find and somewhat (actually not really) understand. Hoping there is an easier way. Appreciate any insight more experienced users may have.

def IsDaily = GetAggregationPeriod() == AggregationPeriod.DAY ;
#def IsWeekly = GetAggregationPeriod() == AggregationPeriod.WEEK;
#def Ismonthly = GetAggregationPeriod() == AggregationPeriod.MONTH ;
def length = 4 ;
#else if IsWeekly then 52 else if Ismonthly then 12 else Double.NaN;

def LastBar = HighestAll(if IsNaN(close[-1]) and !IsNaN(close) then BarNumber() else Double.NaN);
def BarCD = LastBar - BarNumber() <= length;
def HighVol = HighestAll(if BarCD then volume else Double.NaN);
#def highvol = HighestAll(volume);
plot VolLine = if BarCD then HighVol else Double.NaN;

plot top = if volume == HighVol then volume else Double.NaN;
top.SetPaintingStrategy(PaintingStrategy.TRIANGLES);
top.SetDefaultColor(Color.WHITE);
top.SetLineWeight(5);

sorry i don't understand what you are asking for.
do you want to find the max volume , during some group of previous bars?

you say date range , then use bars and lengths in the code.
you say scan, what do you want to scan for? volume is a number, not a true/false value.

-------------------------

here is something that may be part of what you want?

Code:
def na = double.nan;
def bn = barnumber();

input recent_days_offset = 5;
input days_range = 8;

def rng_start = !isnan(close[-(recent_days_offset + days_range - 1)]) and isnan(close[-(recent_days_offset + days_range+0)]);
def rng_end = !isnan(close[-(recent_days_offset)]) and isnan(close[-(recent_days_offset+1)]);

def rng = if bn == 1 then 0
 else if rng_start then 1
 else if rng_end[1] then 0
 else rng[1];

def hivol = if bn == 1 then 0
 else if rng_start then highest(volume[-days_range], days_range) 
 else hivol[1];

plot z1 = if rng then hivol else na;
z1.SetDefaultColor(Color.yellow);

input test_lines = no;
addverticalline(test_lines and rng_start, "-");
addverticalline(test_lines and rng_end[1], "-");

addlabel(1,
"highest volume: " + hivol + ". over " + days_range + " days, " + recent_days_offset + " days back"
, color.yellow);
#
 

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